I'm trying to solve for the implied SF interest rate in C. please provide formula used.

Andreas Broszio just started as an analyst for Credit Suisse in Geneva, Switzerland. He receives the following quotes for Swiss francs against the dollar for spot, one-month forward, 3-months forward, and 6 -months forward. a. Calculate outright quotes for bid and ask, and the number of points spread between each. b. What do you notice about the spread as quotes evolve from spot toward six months? c. What is the 6-month Swiss bill rate? a. Calculate outright quotes One-month forward 3-months forward 6-months forward b. What do you notice about the spread? It widens, most likely a result of thinner and thinner trading volume